Using high-frequency water quality data to assess sampling strategies for the EU Water Framework Directive

The EU Water Framework Directive (WFD) requires that the ecological and chemical status of water bodies in Europe should be assessed, and action taken where possible to ensure that at least "good" quality is attained in each case by 2015. This paper is concerned with the accuracy and precision with which chemical status in rivers can be measured given certain sampling strategies, and how this can be improved. High-frequency (hourly) chemical data from four rivers in southern England were subsampled to simulate different sampling strategies for four parameters used for WFD classification: dissolved phosphorus, dissolved oxygen, pH and water temperature. These data sub-sets were then used to calculate the WFD classification for each site. Monthly sampling was less precise than weekly sampling, but the effect on WFD classification depended on the closeness of the range of concentrations to the class boundaries. In some cases, monthly sampling for a year could result in the same water body being assigned to three or four of the WFD classes with 95% confidence, due to random sampling effects, whereas with weekly sampling this was one or two classes for the same cases. In the most extreme case, the same water body could have been assigned to any of the five WFD quality classes. Weekly sampling considerably reduces the uncertainties compared to monthly sampling. The width of the weekly sampled confidence intervals was about 33% that of the monthly for P species and pH, about 50% for dissolved oxygen, and about 67% for water temperature. For water temperature, which is assessed as the 98th percentile in the UK, monthly sampling biases the mean downwards by about 1 °C compared to the true value, due to problems of assessing high percentiles with limited data. Low-frequency measurements will generally be unsuitable for assessing standards expressed as high percentiles. Confining sampling to the working week compared to all 7 days made little difference, but a modest improvement in precision could be obtained by sampling at the same time of day within a 3 h time window, and this is recommended. For parameters with a strong diel variation, such as dissolved oxygen, the value obtained, and thus possibly the WFD classification, can depend markedly on when in the cycle the sample was taken. Specifying this in the sampling regime would be a straightforward way to improve precision, but there needs to be agreement about how best to characterise risk in different types of river. These results suggest that in some cases it will be difficult to assign accurate WFD chemical classes or to detect likely trends using current sampling regimes, even for these largely groundwater-fed rivers. A more critical approach to sampling is needed to ensure that management actions are appropriate and supported by data.

Non-stationary frequency analysis of extreme daily rainfall in Sao Paulo, Brazil

This work is an assessment of frequency of extreme values (EVs) of daily rainfall in the city of Sao Paulo. Brazil, over the period 1933-2005, based on the peaks-over-threshold (POT) and Generalized Pareto Distribution (GPD) approach. Usually. a GPD model is fitted to a sample of POT Values Selected With a constant threshold. However. in this work we use time-dependent thresholds, composed of relatively large p quantities (for example p of 0.97) of daily rainfall amounts computed from all available data. Samples of POT values were extracted with several Values of p. Four different GPD models (GPD-1, GPD-2, GPD-3. and GDP-4) were fitted to each one of these samples by the maximum likelihood (ML) method. The shape parameter was assumed constant for the four models, but time-varying covariates were incorporated into scale parameter of GPD-2. GPD-3, and GPD-4, describing annual cycle in GPD-2. linear trend in GPD-3, and both annual cycle and linear trend in GPD-4. The GPD-1 with constant scale and shape parameters is the simplest model. For identification of the best model among the four models WC used rescaled Akaike Information Criterion (AIC) with second-order bias correction. This criterion isolates GPD-3 as the best model, i.e. the one with positive linear trend in the scale parameter. The slope of this trend is significant compared to the null hypothesis of no trend, for about 98% confidence level. The non-parametric Mann-Kendall test also showed presence of positive trend in the annual frequency of excess over high thresholds. with p-value being virtually zero. Therefore. there is strong evidence that high quantiles of daily rainfall in the city of Sao Paulo have been increasing in magnitude and frequency over time. For example. 0.99 quantiles of daily rainfall amount have increased by about 40 mm between 1933 and 2005. Copyright (C) 2008 Royal Meteorological Society

Solid state NMR as a new approach for the structural characterization of rare-earth doped lead lanthanum zirconate titanate laser ceramics

To facilitate the design of laser host materials with optimized emission properties, detailed structural information at the atomic level is essential, regarding the local bonding environment of the active ions (distribution over distinct lattice sites) and their extent of local clustering as well as their population distribution over separate micro- or nanophases. The present study explores the potential of solid state NMR spectroscopy to provide such understanding for rare-earth doped lead lanthanum zirconate titanate (PLZT) ceramics. As the NMR signals of the paramagnetic dopant species cannot be observed directly, two complementary approaches are utilized: (1) direct observation of diamagnetic mimics using Sc-45 NMR and (2) study of the paramagnetic interaction of the constituent host lattice nuclei with the rare-earth dopant, using Pb-207 NMR lineshape analysis. Sc-45 MAS NMR spectra of scandium-doped PLZT samples unambiguously reveal scandium to be six-coordinated, suggesting that this rare-earth ion substitutes in the B site. Static Pb-207 spin echo NMR spectra of a series of Tm-doped PLZT samples reveal a clear influence of paramagnetic rare-earth dopant concentration on the NMR lineshape. In the latter case high-fidelity spectra can be obtained by spin echo mapping under systematic incrementation of the excitation frequency, benefiting from the signal-to-noise enhancement afforded by spin echo train Fourier transforms. Consistent with XRD data, the Pb-207 NMR lineshape analysis suggests that statistical incorporation into the PLZT lattice occurs at dopant levels of up to 1 wt.% Tm3+, while at higher levels the solubility limit is reached. (C) 2008 Elsevier Masson SAS. All rights reserved.

City Of Toronto’S Approach On Implementing The New Federal Wastewater Effluent Regulations Using A GIS-Based Hydrologic And Hydraulic Model

Canada releases over 150 billion litres of untreated and undertreated wastewater into the water environment every year1. To clean up urban wastewater, new Federal Wastewater Systems Effluent Regulations (WSER) on establishing national baseline effluent quality standards that are achievable through secondary wastewater treatment were enacted on July 18, 2012. With respect to the wastewater from the combined sewer overflows (CSO), the Regulations require the municipalities to report the annual quantity and frequency of effluent discharges. The City of Toronto currently has about 300 CSO locations within an area of approximately 16,550 hectares. The total sewer length of the CSO area is about 3,450 km and the number of sewer manholes is about 51,100. A system-wide monitoring of all CSO locations has never been undertaken due to the cost and practicality. Instead, the City has relied on estimation methods and modelling approaches in the past to allow funds that would otherwise be used for monitoring to be applied to the reduction of the impacts of the CSOs. To fulfill the WSER requirements, the City is now undertaking a study in which GIS-based hydrologic and hydraulic modelling is the approach. Results show the usefulness of this for 1) determining the flows contributing to the combined sewer system in the local and trunk sewers for dry weather flow, wet weather flow, and snowmelt conditions; 2) assessing hydraulic grade line and surface water depth in all the local and trunk sewers under heavy rain events; 3) analysis of local and trunk sewer capacities for future growth; and 4) reporting of the annual quantity and frequency of CSOs as per the requirements in the new Regulations. This modelling approach has also allowed funds to be applied toward reducing and ultimately eliminating the adverse impacts of CSOs rather than expending resources on unnecessary and costly monitoring.

Industry analysis of the high frequency trading industry : an assessment of the industry boundaries, environment and strategic options

O Mercado Acionário Americano evoluiu rapidamente na última década. Este tornou-se uma arquitetura aberta em que participantes com tecnologia inovadora podem competir de forma eficaz. Várias mudanças regulatórias e inovações tecnológicas permitiram mudanças profundas na estrutura do mercado. Essas mudanças, junto com o desenvolvimento tecnológico de redes de alta velocidade, agiu como um catalisador, dando origem a uma nova forma de negociação, denominada Negociação em Alta Frequência (HFT). As empresas de HFT surgiram e se apropriaram em larga escala do negócio de formação de mercado, no fornecimento de liquidez. Embora HFT tem crescido massivamente, ao longo dos últimos quatro anos, HFT perdeu rentabilidade significativamente, uma vez que mais empresas aderiram ao setor reduzindo as margens. Portanto, diante deste contexto, esta tese buscou apresentar uma breve revisão sobre a atividade de HFT, seguida de uma análise dos limites deste setor, bem como, das características do macroambiente do HFT. Para tanto, a tese realizou uma extensa revisão do histórico literário, documentos públicos qualitativos, tais como, jornais, atas de reunião e relatórios oficiais. A tese empregou um ferramental de análise, Barreiras de Entrada e Mobilidade (Porter, 1980); Modelos de Evolução Setorial (McGahan, 2004); Estrutura do Setor de Informação Intensiva (Sampler, 1998), para analisar os limites do setor de HFT. Adicionalmente, empregou as ferramentas de análise, Modelos de Evolução Setorial (McGahan, 2004) e PESTEL (JOHNSON, SCHOLES, and WHITTINGTON, 2011), para analisar o setor e o contexto que envolve o negócio de HFT. A análise concluiu que as empresas que empregam HFT para atuar e competir no mercado acionário, compoem um setor independente.

Price discovery using a regime-sensitive cointegration approach

This work proposes a method to examine variations in the cointegration relation between preferred and common stocks in the Brazilian stock market via Markovian regime switches. It aims on contributing for future works in "pairs trading" and, more specifically, to price discovery, given that, conditional on the state, the system is assumed stationary. This implies there exists a (conditional) moving average representation from which measures of "information share" (IS) could be extracted. For identification purposes, the Markov error correction model is estimated within a Bayesian MCMC framework. Inference and capability of detecting regime changes are shown using a Montecarlo experiment. I also highlight the necessity of modeling financial effects of high frequency data for reliable inference.

A novel biomagnetic approach to study caecocolonic motility in humans

Motility patterns play a major role in human colonic functions; however, its physiological significance is poorly understood. Several studies have been introducing the Alternating Current Biosusceptometry (ACB) as a valuable tool in gastroenterology and pharmaceutical research. Using gold standard techniques, great effort has been made to validate ACB as a method for measuring gastrointestinal motility in humans and animals. The aim of this study was to evaluate caecocolonic motility and its response to a meal in healthy volunteers. The results showed a dominant frequency of 3.17 +/- 0.13 cycles per minute (mean +/- SD) that remained unchanged even after a standardized meal (P > 0.01). The colonic response to a meal was recorded as a considerable increase in amplitude, reflected by motility index (P < 0.01) and was observed for all the volunteers. The caecocolonic motility could be assessed by the ACB providing new insights into physiological patterns of motility. Moreover, the method is non-invasive, radiation-free, cost-effective and independent of bowel preparation.

Real orthogonal polynomials in frequency analysis

We study the use of para-orthogonal polynomials in solving the frequency analysis problem. Through a transformation of Delsarte and Genin, we present an approach for the frequency analysis by using the zeros and Christoffel numbers of polynomials orthogonal on the real line. This leads to a simple and fast algorithm for the estimation of frequencies. We also provide a new method, faster than the Levinson algorithm, for the determination of the reflection coefficients of the corresponding real Szego polynomials from the given moments.

ac conductivity and conduction mechanism of NaNbO3 semiconductor antiferroelectric ceramic: A relaxational approach at high temperature

The electric properties of the sodium niobate perovskite ceramic were investigated by impedance spectroscopy in the frequency range from 5 Hz to 13 MHz and from room temperature up to 1073 K, in a thermal cycle. Both capacitance and conductivity exhibit an anomaly at around 600 K as a function of the temperature and frequency. The electric conductivity as a function of angular frequency sigma(omega) follows the relation sigma(omega)=Aomega(s). The values of the exponent s lie in the range 0.15less than or equal tosless than or equal to0.44. These results were discussed considering the conduction mechanism as being a type of polaron hopping. (C) 2003 American Institute of Physics.

Dielectric spectroscopy on Bi3Zn2Sb3O14 ceramic: an approach based on the complex impedance

The dielectric properties and loss of Bi1.5ZnSb1.5O7 a poor-semiconducting ceramic were investigated by impedance spectroscopy, in the frequency range from 5 Hz to 13 MHz. Electric measurements were performed from 100 to 700 degreesC. Pyrochlore type phase was synthesized by the polymeric precursor method. Dense ceramic with 97% of the theoretical density was prepared by sintering via constant heating rate. The dielectric permittivity dependence as a function of frequency and temperature showed a strong dispersion at frequency lower than 10 kHz. The losses (tan delta) exhibit slight dependence with the frequency at low temperatures presenting a strong increase at temperatures higher than 400 degreesC. A decrease of the loss magnitude occurs with increasing frequency. Relaxation times were extracted using the dielectric functions Z(omega) and M(omega). The plots of the relaxation times tau(Z'), and tau(M) as a function of temperature follow the Arrhenius law, where a single slope is observed with activation energy values equal to 1.38 and 1.37 eV, respectively. (C) 2003 Elsevier Ltd. All rights reserved.

An approach of optimal sensitivity applied in the tertiary loop of the automatic generation control

This paper proposes an approach of optimal sensitivity applied in the tertiary loop of the automatic generation control. The approach is based on the theorem of non-linear perturbation. From an optimal operation point obtained by an optimal power flow a new optimal operation point is directly determined after a perturbation, i.e., without the necessity of an iterative process. This new optimal operation point satisfies the constraints of the problem for small perturbation in the loads. The participation factors and the voltage set point of the automatic voltage regulators (AVR) of the generators are determined by the technique of optimal sensitivity, considering the effects of the active power losses minimization and the network constraints. The participation factors and voltage set point of the generators are supplied directly to a computational program of dynamic simulation of the automatic generation control, named by power sensitivity mode. Test results are presented to show the good performance of this approach. (C) 2008 Elsevier B.V. All rights reserved.

Non-stationary frequency analysis of extreme daily rainfall in São Paulo, Brazil

This work is an assessment of frequency of extreme values (EVs) of daily rainfall in the city of São Paulo. Brazil, over the period 1933-2005, based on the peaks-over-threshold (POT) and Generalized Pareto Distribution (GPD) approach. Usually. a GPD model is fitted to a sample of POT Values Selected With a constant threshold. However. in this work we use time-dependent thresholds, composed of relatively large p quantities (for example p of 0.97) of daily rainfall amounts computed from all available data. Samples of POT values were extracted with several Values of p. Four different GPD models (GPD-1, GPD-2, GPD-3. and GDP-4) were fitted to each one of these samples by the maximum likelihood (ML) method. The shape parameter was assumed constant for the four models, but time-varying covariates were incorporated into scale parameter of GPD-2. GPD-3, and GPD-4, describing annual cycle in GPD-2. linear trend in GPD-3, and both annual cycle and linear trend in GPD-4. The GPD-1 with constant scale and shape parameters is the simplest model. For identification of the best model among the four models WC used rescaled Akaike Information Criterion (AIC) with second-order bias correction. This criterion isolates GPD-3 as the best model, i.e. the one with positive linear trend in the scale parameter. The slope of this trend is significant compared to the null hypothesis of no trend, for about 98% confidence level. The non-parametric Mann-Kendall test also showed presence of positive trend in the annual frequency of excess over high thresholds. with p-value being virtually zero. Therefore. there is strong evidence that high quantiles of daily rainfall in the city of São Paulo have been increasing in magnitude and frequency over time. For example. 0.99 quantiles of daily rainfall amount have increased by about 40 mm between 1933 and 2005. Copyright (C) 2008 Royal Meteorological Society

New approach to four-phase transmission systems: analysis of the transient response and the possible voltage surges

This study describes a technical analysis of a four-phase line as a transmission system alternative. An analysis in the frequency and the time domains is performed to evaluate the electrical characteristics and the transient response of a generic four-phase system compared with those of a conventional three-phase transmission system. The technical features of this non-conventional system are discussed and reviewed based on the current literature. Thus, a new analysis of the four-phase system is presented that emphasises several technical characteristics that have not been discussed in previous studies.

Estimation of variances of the effects of incomplete diallels using a matrix approach

A matrix approach is described for assessing the variance of effects in incomplete diallels designs. The method is illustrated by reference to simulated complete and incomplete diallels using different combinations of constraints, average degree of dominance and, for the incomplete diallel, number of hybrids. Our results showed that caution should be taken in working with incomplete diallels under conditions of overdominance because there were changes in the rank of the genotypes when the excluded hybrid had parents with a low frequency of the favorable allele (i.e. the allele which increases expression of a character). The expression described in this paper is a rapid and safe approach to estimate variances and covariances of the effects of contrasts of incomplete diallels. Copyright by the Brazilian Society of Genetics.

An exploratory dimensional approach to premenstrual manifestation of obsessive-compulsive disorder symptoms: A multicentre study

Objective: In women with obsessive-compulsive disorder (OCD), symptom severity appears to fluctuate over the course of the menstrual cycle. The objective of this paper was to compare female OCD patients with and without premenstrual worsening of obsessive-compulsive symptoms (OCS), in terms of the clinical characteristics of OCD. Methods: This was a cross-sectional study involving 455 women with OCD, of whom 226 (49.7%) had experienced premenstrual OCS worsening and 229 (50.3%) had not (PMOCS-worse and PMOCS-same groups, respectively). Data were collected with the original and dimensional versions of the Yale-Brown Obsessive-Compulsive Scale, as well as with the Beck Depression Inventory (BDI) and Beck Anxiety Inventory (BAI). Results: We found significant differences between the PMOCS-same and PMOCS-worse groups, the latter showing a higher frequency of suicidal ideation (P<.001), suicide attempts (P=.027), current use of selective serotonin reuptake inhibitors (P=.022), lifetime use of mood stabilisers (P=.015), and sexual/religious obsessions (P<.001; OR. =1.90), as well as higher scores on the BDI (P<.001) and BAI (P<.001). Conclusion: Underscoring the fact that OCD is a heterogeneous disorder, there appears to be a subgroup of female OCD patients in whom the premenstrual period is associated with a higher frequency of sexual/religious obsessions, depression, anxiety, and suicidality. This might be attributable to hormonal fluctuations. Further studies are warranted in order to investigate this hypothesis by evaluating such patients at different phases of the menstrual cycle, as well as measuring hormonal levels. © 2012 Elsevier Inc.